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Allianzim US EQ Buffer20 Dec Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.08% (+2.22%)
Analysis last updated: Friday, February 6, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Allianzim US EQ Buffer20 Dec SGARCH
paramt-stat
ω1.53154.15
α0.21652.43
β0.56515.06
γ1-4.3903-0.61
γ214.92631.39
γ3-24.2252-2.85
γ418.76701.93
γ5-8.0201-0.71
γ626.77512.77
γ7-53.1977-6.10
γ843.07784.49
γ9-17.2933-1.04
Estimation Period:
Dec 1, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts